Global Wealth Analytics, Inc. : SV1

archived programs
Year-to-Date
N / A
Feb Performance
-3.89%
Min Investment
$ 1,000k
Mgmt. Fee
0%
Perf. Fee
20.00%
Annualized Vol
5.81%
Sharpe (RFR=1%)
0.04
CAROR
-
Assets
$ 925k
Worst DD
-7.65
S&P Correlation
-0.03

Growth of 1,000 - VAMI

Monthly Performance

Export Data
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD DD

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Period Returns

Program / Index Feb Qtr YTD 1yr 3yr 5yr 10yr Since
6/2016
SV1 -3.89 - - - -5.94 - - 1.84
S&P 500 -3.89 - - - 27.65 - - 65.08
+/- S&P 500 0.00 - - - -33.59 - - -63.23

Strategy Description

Investment Strategy

A dynamic hedged option selling program designed to capture time decay across a variety of market sectors. In order to profitably collect premium, we sell options and hedge the outlier risk using futures to protect against unexpected adverse movements. In addition to... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 1,000k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor 5.00
Management Fee 0%
Performance Fee 20.00%
Average Commission $0
Available to US Investors Yes

Subscriptions

High Water Mark Yes
Subscription Frequency Daily
Redemption Frequency Daily
Investor Requirements QEP
Lock-up Period 0

Trading

Trading Frequency 2500 RT/YR/$M
Avg. Margin-to-Equity 15%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus Diversified Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 0%
1-30 Days 0%
Intraday 0%

Decision-Making

Discretionary 0%
Systematic 100.00%

Strategy

Option-writing
100.00%
Strategy Pie Chart

Composition

Currency Futures
20.00%
Precious Metals
20.00%
Energy
20.00%
Interest Rates
20.00%
Stock Indices
20.00%
Composition Pie Chart

Investment Strategy

A dynamic hedged option selling program designed to capture time decay across a variety of market sectors. In order to profitably collect premium, we sell options and hedge the outlier risk using futures to protect against unexpected adverse movements. In addition to containing tail risk, we maintain a delta neutral posture till option expiration by re-centering the options written across diverse markets.

   

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Reward
Average RoR:
Max Gain:
Gain Frequency:
Average Gain:
Gain Deviation:
Risk
Standard Deviation:
Worst Loss:
Loss Frequency:
Average Loss:
Loss Deviation:
Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:
Reward
Compound RoR:
Average RoR:
Max Gain:
Gain Frequency:
Average Gain:
Gain Deviation:
Risk
Standard Deviation:
Worst Loss:
Loss Frequency:
Average Loss:
Loss Deviation:
Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Note: Figures shown in the Monthly column are the greatest figures (or worst for losses/drawdowns) for any particular month. The Annual figures are the greatest for any calendar year.

Drawdown Report

Depth Length (Mos.) Recovery (Mos.) Peak Valley
-7.65 3 - 11/1/2017 2/1/2018
-1.62 1 10 12/1/2016 1/1/2017
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Consecutive Gains

Run-up Length (Mos.) Start End
8.55 7 6/1/2016 12/1/2016
2.63 1 11/1/2017 11/1/2017
1.46 1 7/1/2017 7/1/2017
0.76 1 2/1/2017 2/1/2017
0.18 2 4/1/2017 5/1/2017
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Consecutive Losses

Run-up Length (Mos.) Start End
-7.65 3 12/1/2017 2/1/2018
-1.62 1 1/1/2017 1/1/2017
-0.99 3 8/1/2017 10/1/2017
-0.75 1 3/1/2017 3/1/2017
-0.03 1 6/1/2017 6/1/2017
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Time Windows Analysis

 1 Month3 Month6 Month12 Month
Number of Periods21.0019.0016.0010.00
Percent Profitable57.1468.4268.7580.00
Average Period Return0.100.821.392.27
Average Gain1.112.172.963.60
Average Loss-1.25-2.09-2.06-3.07
Best Period3.515.658.016.99
Worst Period-3.89-7.65-5.94-5.35
Standard Deviation1.682.993.483.89
Gain Standard Deviation1.042.002.702.79
Loss Standard Deviation1.412.762.333.24
Sharpe Ratio (1%)0.010.190.260.33
Average Gain / Average Loss0.891.041.441.17
Profit / Loss Ratio1.192.243.164.70
Downside Deviation (10%)1.392.382.944.49
Downside Deviation (5%)1.231.931.852.10
Downside Deviation (0%)1.191.841.641.71
Sortino Ratio (10%)-0.22-0.17-0.37-0.61
Sortino Ratio (5%)0.010.300.480.60
Sortino Ratio (0%)0.080.450.851.32

Top Performer Badges

Index Award Type Rank Performance Period

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.